Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 0.343826 0.376589 0.412425 0.454775 0.503771 0.559061 0.626728
2025-06-08 0.311041 0.354695 0.405425 0.469528 0.549538 0.647743 0.780079
2025-06-15 0.283889 0.333347 0.393450 0.473394 0.579398 0.718961 0.923676
2025-06-22 0.260651 0.313013 0.378900 0.470208 0.597486 0.775450 1.057205
2025-06-29 0.242269 0.296369 0.366445 0.467012 0.613462 0.829684 1.197613
2025-07-06 0.223203 0.276857 0.347894 0.452623 0.610478 0.854044 1.294456
2025-07-13 0.214334 0.269982 0.345488 0.460272 0.640358 0.933273 1.504493
2025-07-20 0.206223 0.263337 0.342553 0.466386 0.668049 1.013055 1.738703
2025-07-27 0.196573 0.253760 0.334487 0.463582 0.680424 1.067718 1.938874
2025-08-03 0.189325 0.247043 0.329956 0.465616 0.700828 1.140367 2.204335
2025-08-10 0.178329 0.234233 0.315409 0.450139 0.688469 1.147033 2.312901
2025-08-17 0.167818 0.221590 0.300351 0.432586 0.670368 1.139090 2.381601
2025-08-24 0.162172 0.216047 0.296124 0.433248 0.686919 1.208789 2.701719
2025-08-31 0.159982 0.215496 0.299538 0.447091 0.730234 1.346699 3.308235
2025-09-07 0.155729 0.211554 0.297271 0.450735 0.753938 1.445474 3.858635
2025-09-14 0.150456 0.205759 0.291630 0.447788 0.763692 1.512518 4.344387
2025-09-21 0.145575 0.200329 0.286247 0.444820 0.772970 1.580794 4.898692
2025-09-28 0.139049 0.192037 0.275690 0.431413 0.757986 1.580267 5.134803
2025-10-05 0.136753 0.190328 0.276019 0.438545 0.789508 1.719077 6.251709
2025-10-12 0.134330 0.188287 0.275643 0.444243 0.818594 1.860375 7.623103
2025-10-19 0.130638 0.184034 0.271227 0.441630 0.827702 1.942315 8.755679
2025-10-26 0.127905 0.181225 0.269160 0.443526 0.848055 2.068682 10.548500
2025-11-02 0.122719 0.174204 0.259386 0.429098 0.825933 2.041242 10.874085